+95.0%
IEFA vs ONTO
+696.1%
-601.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -2.5% |
| 30D | -1.5% | -16.6% | +15.1% | +1.5% |
| 3M | +3.4% | -7.3% | +10.8% | +2.6% |
| 6M | +9.5% | +45.9% | -36.4% | -1.5% |
| YTD | +13.0% | +78.2% | -65.1% | -2.7% |
| 1Y | +18.0% | +159.8% | -141.8% | -6.6% |
| 3Y | +65.4% | +123.4% | -58.1% | +22.3% |
| 5Y | +51.6% | +265.8% | -214.2% | -7.5% |
| All | +95.0% | +696.1% | -601.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling